The edge isn’t huge, but it does appear to be high-percentage.
Friday, June 29, 2012
Solid Upside Breadth on a Down Day
Sorry the blog has been slow lately. It will probably be so for another week. One study identified by the Quantifinder yesterday considered the strong breadth on days the SPX declined. I have produced the results table below.
The edge isn’t huge, but it does appear to be high-percentage.
The edge isn’t huge, but it does appear to be high-percentage.
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